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math.PR2022
Central limit theorem for eigenvalue statistics of sample covariance matrix with random population
Ji Oon Lee, Yiting Li
Consider the sample covariance matrix where is an random matrix with independent entries and is an diagonal matrix. It is kno…
math.ST2022
Phase Transition in the Generalized Stochastic Block Model
Sun Min Lee, Ji Oon Lee
We study the problem of detecting the community structure from the generalized stochastic block model (GSBM). Based on the analysis of the Stieljtes transform of the empirical spec…
math.ST2022★ 1 cited
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
Hye Won Chung, Jiho Lee, Ji Oon Lee
We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademach…